Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 0.505743 0.564429 0.629834 0.708645 0.801720 0.909008 1.043300
2025-01-12 0.430929 0.503207 0.589110 0.700238 0.842461 1.021627 1.269855
2025-01-19 0.369996 0.445960 0.540468 0.669282 0.844552 1.081493 1.438797
2025-01-26 0.338508 0.419634 0.524797 0.675209 0.892148 1.206547 1.723966
2025-02-02 0.314236 0.399004 0.512860 0.682798 0.941250 1.341178 2.058539
2025-02-09 0.290037 0.375466 0.493571 0.676209 0.966808 1.443111 2.367593
2025-02-16 0.272669 0.359380 0.482549 0.679568 1.007173 1.576085 2.775370
2025-02-23 0.251066 0.335226 0.457150 0.657108 1.000818 1.624946 3.030722
2025-03-02 0.230708 0.311244 0.429775 0.628144 0.978567 1.639206 3.215154
2025-03-09 0.220809 0.301898 0.423718 0.633102 1.016750 1.778087 3.748070
2025-03-16 0.216065 0.299820 0.428565 0.656636 1.092540 2.011898 4.643750
2025-03-23 0.208784 0.293237 0.425517 0.665817 1.141838 2.200602 5.525509
2025-03-30 0.200892 0.285484 0.420446 0.671802 1.188047 2.401273 6.614769
2025-04-06 0.191753 0.275125 0.410168 0.666942 1.210676 2.550988 7.652254
2025-04-13 0.179569 0.259132 0.389183 0.639598 1.179919 2.552256 8.096065
2025-04-20 0.174027 0.253645 0.385861 0.646118 1.226691 2.783315 9.820855
2025-04-27 0.169095 0.248839 0.383316 0.653820 1.277671 3.045928 12.081941
2025-05-04 0.162513 0.240878 0.374566 0.647935 1.294743 3.210162 14.050073
2025-05-11 0.157740 0.235712 0.370481 0.651289 1.335730 3.470838 17.208573
2025-05-18 0.149958 0.224998 0.355558 0.630203 1.309895 3.488650 18.530823
2025-05-25 0.141846 0.213382 0.338369 0.602905 1.264048 3.421303 19.037257
2025-06-01 0.138449 0.209799 0.335951 0.607623 1.305977 3.705475 23.774083
2025-06-08 0.137439 0.210312 0.341228 0.629873 1.401210 4.253489 34.119694